I am trying to pull in Options pricing data. I already have the relevant input codes - here is the query I used to use in DataStream with DSGRID
where $D$2:$H$2 is
MSQ$DELTA25C MSQ$DELTA25P MSQ$DELTA10C MSQ$DELTA10P MSQ$DELTAATM
and $C$1 is a date, say, 1/1/2015.
I am now trying to pull this using the Python API // in codebook. Can somebody help?